The staff of the Japanese embassy were initially held on resorts in Virginia and West Virginia, while the staff of the American embassy were confined to the embassy grounds. The two groups were ultimately exchanged in Maputo, Mozambique in July 1942.

Richard Fearey, US Ambassador Grew's private secretary, gave a fascinating oral history of the experience, excerpts of which can be found here. Or if you're interested in reading the entire thing, it can be found here.